Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 216 2 b Solution Created 2026-10-03 Updated 2026-10-05
Write and letThis is the accepted fraction of directions when zero-length chords are redrawn; it equals one in the interior. The Markov kernel integrates a test function asThe signed polar representation has Jacobian determinant . Each point is represented twice, once with positive and once with negative and the opposite direction. Since the chord is the same in either representation, the hit-and-run kernel density isfor almost every , and it is zero outside the body. Thus the transition is absolutely continuous with respect to planar Lebesgue measure. Redrawing removes the only potential zero-chord atoms.
Let . For distinct , the chord contains their segment, so it has positive length, andHence . Values on the diagonal, and on other null sets where a density is only specified almost everywhere, can be assigned this same lower bound. This gives a version satisfyingFor interior , and the chord length is unchanged on interchanging its endpoints, so . A convex body's boundary has area zero; for example contractions about an interior point fill the interior and their areas tend to the body's area. Thus this symmetry holds almost everywhere for two uniform points, proving detailed balance and stationarity of the uniform distribution. Without positive area or the boundary convention in part (a), the literal assertion need not hold.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 216 2 d Solution Created 2026-10-03 Updated 2026-10-05
Let and let be the uniform distribution on the body. The hit-and-run kernel density lower bound impliesFor the last range, lies in a radius- disc about any of its points, so and . This global Doeblin condition proves irreducibility with respect to and aperiodicity. The entire state space is a small set; , , and satisfy the geometric drift condition.
In fact the conclusion is stronger. Write , where and is the residual Markov kernel. Since , also . Each transition has a probability of resetting to stationarity, and after such a reset every subsequent distribution remains stationary. Equivalently,Thus the algorithm has uniform geometric ergodicity, using the full-dimensional and boundary conventions stated in part (a).